Click event on a 3D object

I want to implement a 3d environment, at first will start with a cube.
And i want to implement a click event for this object, like Click event for a button.
The problem is i don't know how to implement this, or where to start.
Can someone give me some advice and/or references?

No, sorry, i think i asked wrong, i know how to do that, what i want to know
is how i can add a feature like this:
mnuPaste.Click += new EventHandler(mnuPaste_Click);
the result should be
cube.Click += new EventHandler(cube_Click); for example
But the question is, can it be done in the case the object is not a button, but a object i created

Yes. You will need to look into event programming though. I suspect you are using a Direct3D environment - if this is the case you may want to set up an on-click event for the 3D area, then inside that event use Ketsuekiame's method of finding which object was clicked on, then fire the on-click event for that object.